+32.0%
IEMG vs AFRM
-28.4%
+60.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.7% | -4.4% | +7.1% | +3.1% |
| 30D | -5.7% | -7.7% | +1.9% | -5.1% |
| 3M | -8.8% | -16.9% | +8.1% | -7.6% |
| 6M | -8.9% | +2.5% | -11.4% | -9.4% |
| YTD | +11.2% | -12.5% | +23.7% | +11.4% |
| 1Y | +12.2% | -11.0% | +23.2% | +12.1% |
| 3Y | +68.5% | +184.6% | -116.0% | +47.3% |
| 5Y | +34.3% | -56.3% | +90.6% | +19.6% |
| All | +32.0% | -28.4% | +60.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling